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Microstructure Invariance in U.S. Stock Market Trades. (2016). Obizhaeva, Anna ; Tuzun, Tugkan ; Kyle, Albert S.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2016-34.

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  4. Odd lot trading and earnings announcements. (2018). Zhang, Tianming ; Chua, Ansley ; Johnson, Hardy.
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  5. Short-Sale Restrictions and Price Clustering: Evidence from SEC Rule 201. (2018). Watson, Ethan D ; Roseman, Brian S ; Jurich, Stephen N ; Davis, Ryan L.
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  6. Odd-lot trading in U.S. equities. (2018). Roseman, Brian S ; van Ness, Robert A.
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  7. Price and trade size clustering: Evidence from the national stock exchange of India. (2018). Mishra, Ajay Kumar ; Tripathy, Trilochan.
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  11. Liquidity, overpricing, and the tactics of informed traders. (2017). Borghesi, Richard.
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  12. Are all odd-lots the same? Odd-lot transactions by order submission and trader type. (2017). Johnson, Hardy ; van Ness, Robert A.
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  16. Microstructure Invariance in U.S. Stock Market Trades. (2016). Obizhaeva, Anna ; Tuzun, Tugkan ; Kyle, Albert S.
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